← All authors Donald Poskitt Monash University (per OpenAlex) · OpenAlex
16 papers in scope · 15 published · 1 on the econ.EM arXiv · 245 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Andrey L. Vasnev Yilin Qian Ryan Thompson Ryan Covey Andrés Ramírez Hassan Gael M. Martin David T. Frazier Worapree Maneesoonthorn Rubén Loaiza-Maya D. S. Poskitt Ryan Zischke Gary Koop Florian Huber David J. Nott Xuewen Yu Didier Nibbering K. Tangarife Claudia Martínez Gómez Santiago Goméz Velásquez Lin Deng Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 16)
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS
published 2023 · Econometric Theory · 1 citations
working paper 2023 · arXiv · 1 citations
Binary outcomes, OLS, 2SLS and IV probit
published 2022 · Econometric Reviews · 27 citations
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach
published 2020 · Journal of Statistical Planning and Inference · 6 citations · first circulated 2019
Issues in the estimation of mis-specified models of fractionally integrated processes
published 2019 · Journal of Econometrics · 1 citations · first circulated 2014
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction
published 2019 · Journal of Time Series Analysis · 7 citations
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
published 2018 · Journal of Econometrics · 72 citations
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
published 2015 · Journal of Applied Econometrics · 5 citations
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
published 2015 · Journal of Econometrics · 13 citations · first circulated 2013
Bias Correction of Persistence Measures in Fractionally Integrated Models
published 2015 · Journal of Time Series Analysis · 2 citations · first circulated 2013
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
published 2011 · Econometric Reviews · 38 citations
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
published 2011 · Computational Statistics & Data Analysis · 30 citations
Description length and dimensionality reduction in functional data analysis
published 2011 · Computational Statistics & Data Analysis · 21 citations
Assessing the magnitude of the concentration parameter in a simultaneous equations model
published 2009 · Econometrics Journal · 10 citations
ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
published 2005 · Australian & New Zealand Journal of Statistics · 11 citations
Stationary Processes in Time Series Analysis: The Mathematical Foundations.
published 1984 · Journal of the American Statistical Association
with Richard A. Davis, P. J. Lambert
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